Stick with the Olympus and commercial processing and scanning for now.
It would be easy to get over your head, respooling 120 onto 620, or processing your own film, and scanning...
Get used to loading film in your camera, making good exposures, work on composition -- see if you enjoy photography. If you are enjoying yourself, you can always add others steps, like development tanks or a scanner. But as an up-front cost, it doesn't make sense.
The Olympus kit will teach you most everything about photography (along with a good book from the pre-autofocus era, i.e. the 70's.)
You needn't spend much money to get reasonable results from commercial processing and scanning. For perspective, I pay $5.50 per roll for processing-only of 35mm or 120 film. A high-res scan CD of the whole roll is another $5.00. The scans are much better than I could afford to make myself -- they are using very expensive Fuji Frontier or Noritsu scanners that deliver the same resolution as a 6mp DSLR (i.e. 3000x2000 pixel scans.) I usually get 2 to 3 hour service -- that's unbeatable convenience.
Don't underestimate the difficulty and expense of getting good scans. I have spent many years learning and trying, and come to the inescapable conclusion that I really need to spend thousands on a good Nikon scanner, and I still will only be able to scan and correct perhaps one frame every 10 minutes. It is much cheaper and easier to let the lab do it.
So to sum up my recommendations --
- shoot 35mm on your Olympus
- shoot colour or black and white negative (C-41 process) so that you can get cheap/quick processing anywhere
- have the lab scan it as "high res" (3000x2000)
- learn to use your camera well
- learn to use photoshop or the GIMP well
- total cost to start taking pictures - under $15